GPU/CUDA volume and SSS support
Unfortunately, these features aren't finished yet.
SSS
GPU SSS is working, but still experimental.
To test it, you need to add one line in the kernel_types header file:
diff --git a/intern/cycles/kernel/kernel_types.h b/intern/cycles/kernel/kernel_types.h
index 8d7adb2..1175c16 100644
--- a/intern/cycles/kernel/kernel_types.h
+++ b/intern/cycles/kernel/kernel_types.h
@@ -66,6 +66,7 @@ CCL_NAMESPACE_BEGIN
 #ifdef __KERNEL_CUDA__
 #define __KERNEL_SHADING__
 #define __KERNEL_ADV_SHADING__
+#define __SUBSURFACE__
 #define __BRANCHED_PATH__
 //#define __VOLUME__
 #endif

It seems the main reason that this isn't yet included as  an experimental feature is that it requires compiling kernels twice:

we cannot make it available just under experimental, we would need to compile all kernels 2x (for each architecture).

Update:
GPU SSS is enabled in master as of this commit. Now any new development build will have SSS on GPU. This will be in 2.72.
Volumetrics
Volume support for GPU was unofficially working shortly after its addition (see 2:22 of this video), however broke with the addition of scattering (see 2:50 of this video).
According to the same video, GPU volumetrics was supposed to be fixed for 2.70. Since that was not the case, I can only assume that development was delayed and it's still due to be fixed at some point.
update:
GPU volume support has been added to master as of this commit, but currently is in a very experimental state and smoke/fire renders are not supported yet. This will be in 2.72.